You will need to allow your email program, such as Outlook Express access, otherwise you wont be able to download your mail. If you use MSN Messenger for instant messaging you will have to give it access. . Another program would be the automatic update program for your antivirus software.
If you use a Seti@home, its needs access as well (non-server). Other programs would be Download Accelerator Plus or GoZilla ( download enhancers).
The only one of the above that needs server access is Messenger. After giving it server access, open Zonealarm, click on programs, scroll down till you find messenger and give it server access to the net ( you have to for instant messaging to work). Note: you can not give it server access until you have given it permission to access the net.
When you are giving or denying permission, if you tick the Remember My Answer box, ZA wont ask again, if you leave the box empty, it will ask you every time.